+60.4%
CCL vs FE
+561.4%
-501.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -5.0% | +1.9% | -7.0% | -5.8% |
| 30D | -20.3% | -1.2% | -19.2% | -20.0% |
| 3M | -15.1% | +3.5% | -18.6% | -16.4% |
| 6M | -15.1% | -6.1% | -9.0% | -13.3% |
| YTD | -21.8% | +7.6% | -29.4% | -24.4% |
| 1Y | -24.8% | +11.9% | -36.7% | -28.6% |
| 3Y | +51.9% | +48.4% | +3.4% | +26.6% |
| 5Y | +4.0% | +44.8% | -40.8% | -13.2% |
| 10Y | -42.2% | +115.9% | -158.1% | -58.9% |
| All | +60.4% | +561.4% | -501.1% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling